ERROR: The following columns were not found in the contributing tables: CLR_Recip_Parish, LPAR_Parish_Desc.

In the dataset suicideclaim these variables do no exist.

From my side, there doesn't appear to be any need for a group by in this clause, your second where cause will not do what you think it will do, and your casing/indentation is all over the place - makes it real hard to read:

proc sql;
create table OBHDATA.SUICIDEGRANT_07102017 as
select *,
CLR_RECIP_PARISH as PAR,
propcase(LPAR_PARISH_DESC) as PARISH
from SUICIDECLAIM
where substr(DX10_1,1,3) in ('X40','X41','X42','X46','X47','Y10','Y11',
'Y12','Y16','Y17','Y870','T39','T40','T423',
'T424','T427','T43','T509','T58','X44')
or (substr(DX10_1,1,1)="X" and input(substr(DX10_1,2,3),best.) between 60 AND 84)
or DX10_2='T1491';
quit;